This is what I have:
http://www.hakko.com/english/products/hakko_936.html
If you want a good soldering iron I wouldn't suggest anything else. Got it for about $100 with a larger chisel tip (helps hold the heat for heavier duty things) from Ness Electronics.
I have been through every imaginable type of soldering iron... Pencil, gun, butane, electric... Butane is great for the "handiness" factor, but they do not put out the heat that electric can and are aren't very good for heavier wire like 12ga and up, and can be finicky at times especially as they get older. Guns aren't very good, plain and simple, especially once they get older. I've used Radio Shack, Weller, Ungar and now my Hakko. Radio Shack and Weller are about on par with eachother, yes they work and will get the job done, but aren't very good quality. The Hakko is nice, designed for electronics work in a ESD-free environment.
If you want something on the cheap side get yourself a 40 watt Weller iron. If you want something nice that will last your lifetime get a nice soldering station like a Hakko, or Weller makes a soldering station with adjustable temp as well. The Weller station you linked will work decent.